V-Lab
Camus Engineering & Construction Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:24.43% (-0.98%)
Analysis last updated: Thursday, May 16, 2024 at 11:27 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2625 | 31.47 | |
| 0.5767 | 42.65 | |
| -0.0974 | -8.56 | |
| 0.0683 | 2.36 | |
| 0.0430 | 5.35 | |
| 0.9524 | 99.81 |
Estimation Period:
Jan 3, 1990 to May 14, 2024
Jan 3, 1990 to May 14, 2024
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